I have just purchased my first SLR, which came with a Sandisk 2GB Ultra 2 SD card. When I purchase more SD cards, is it alright to use other brands in the same camera or should you always stick to the same brand?

Any brand will work but like Burun said the more respectable brands make higher quality cards. Quality cards will last longer and are less likely to corrupt data, so don't cut corners when it comes to memory! It's arguably one of the most important parts of digital photography.

Mainly, I'd say SanDisk... they're the biggest and probably most trusted. Very closely followed by Lexar, Panasonic, Kingston, a few others.

I don't have a lot of experience with Panasonic, but I know they make some high speed cards. I've also never used Kingston memory cards, but I think it's safe to say that Kingston are a pretty big brand name.

Depending on what kind of an SLR you bought, you might also want to look into some higher speed cards, such as Ultra II and Extreme III made by SanDisk. They'll clear your camera's buffer out quicker and will transfer your photos to the computer a tad faster than regular cards.